Anic Equity¶

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Total return since start: 0.573 %¶

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Equity now: -----------------------------> 48042.89 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46648.23 Kr¶

PnL: ---------------------------------------> -240.34 Kr¶

DD now: ---------------------------------> -1.207 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 10:24:02.816929'

Anic Portfolio¶

Today¶

Return: 0.123 %¶

This Week¶

Return: 0.271 %¶

Total¶

Return: 57.28 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 0.970000 3239.600000 268.600000 9.040000 2971.000006
HEBA B 70 -1.110000 2807.000000 171.000000 6.490000 2636.000010
Corem Property Group B 59 1.120000 640.150000 63.150000 10.940000 576.999999
AcadeMedia 12 0.100000 603.000000 46.000000 8.260000 557.000004
SAAB B 8 0.540000 3421.600000 44.600000 1.320000 3377.000000
MedCap 2 -0.860000 461.000000 40.000000 9.500000 421.000000
HMS Networks 2 -1.000000 710.000000 37.000000 5.500000 673.000000
Samhällsbyggnadsbo. i Norden B 20 -1.460000 391.200000 36.200000 10.200000 355.000000
Resurs Holding 22 0.180000 604.780000 30.780000 5.360000 573.999998
Boozt 12 -0.640000 1677.600000 23.600000 1.430000 1653.999996
Norva24 Group 16 -0.280000 563.200000 20.200000 3.720000 543.000000
Intrum 4 -0.110000 545.800000 18.800000 3.570000 527.000000
Eastnine 4 -0.310000 507.200000 16.200000 3.300000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 577.500000 15.500000 2.760000 562.000005
Swedbank A 3 1.770000 578.550000 14.550000 2.580000 564.000000
Nordea Bank Abp 29 0.670000 3467.240000 13.240000 0.380000 3453.999992
OEM International B 7 -0.770000 540.400000 12.400000 2.350000 527.999997
Securitas B 6 0.370000 582.120000 12.120000 2.130000 570.000000
Coor Service Management Hold. 8 -0.950000 541.600000 9.600000 1.800000 532.000000
FM Mattsson Mora Group B 50 -0.840000 2935.000000 8.000000 0.270000 2927.000000
CTEK 13 0.530000 539.500000 5.500000 1.030000 533.999999
Karnov Group 9 -0.170000 540.900000 4.900000 0.910000 536.000004
Handelsbanken A 5 0.820000 550.500000 4.500000 0.820000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -0.390000 247.920000 1.920000 0.780000 246.000000
Creaspac SPAC 6 -0.210000 575.400000 -1.600000 -0.280000 577.000002
Midsona B 63 0.770000 573.930000 -9.070000 -1.560000 582.999984
Essity B 2 -0.570000 560.000000 -14.000000 -2.440000 574.000000
Essity A 4 -0.880000 1122.000000 -27.000000 -2.350000 1149.000000
International Petroleum Corp. 5 -1.910000 564.000000 -30.570000 -5.140000 594.565215
Sampo Oyj SDB 7 -0.820000 3811.500000 -38.500000 -1.000000 3850.000000
Vivesto 1368 1.390000 559.240000 -53.760000 -8.770000 612.999432
Axfood 13 -0.110000 3656.900000 -99.100000 -2.640000 3756.000001
Fasadgruppen Group 35 3.500000 3619.000000 -192.000000 -5.040000 3810.999990
OX2 18 -1.690000 1415.700000 -248.300000 -14.920000 1663.999992
Ovzon 52 0.180000 2917.200000 -444.800000 -13.230000 3361.999992
TOTAL 46648.230000 -240.340000 -1.20708% 46888.564618

Updated:¶

'2023-01-24 10:24:15.600667'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶